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For green feets like me:

we had a whole set of exchanges about this issue;

 my trader bell Direct limits the % above close that I can set in my orders before Open;

And i miss a lot of ,probably the best, entries

One way I do check my strategy is add the following:

//Random entries   

rd = Random();   

buySignal=IIf (rd>0.2,True,False);

Buy=Buy AND buySignal AND Optimize("Run",1,1,1000,1);

Note: I do not own the idea:thanks to numerous mentors here,

backtests miss a percentage of entries at random(here 20% are missed); similar to what happens when my buy orders  are missed:

Perform 1 thousand run if you do an optimise run on AB;

I then take these 1000 runs into excel and do a very crude distribution of these results;

as long as it is heavily concentrated and not too far from my expected single run backtest without random misses; it should be fair to say it will be robust enough;

I do not do the same on sale, but could probably add a reducing factor on sale price

Yes real trade will NOT match the backtest but should be near enough...not always...and you should be able to trace back the missed buy or lower sell price (should always).

A bit of work but worthwhile after a first few ticks of real trades